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DateTitle Authors
2005 Myopic Loss Aversion, the Equity Premium Puzzle, and GARCHÅgren, Martin
2004 Testing for business cycle asymmetries based on autoregressions with a Markov-switching interceptKnüppel, Malte
2005 Berechnung trendbereinigter Indikatoren für Deutschland mit Hilfe von FilterverfahrenStamfort, Stefan
2005 Predictive density evaluationCorradi, Valentina / Swanson, Norman R.
2005 Autoregressive distributed lag models and cointegrationHassler, Uwe / Wolters, Jürgen
2008 Seasonality with Trend and Cycle Interactions in Unobserved Components ModelsKoopman, Siem Jan / Lee, Kai Ming
2006 Has the export pricing behaviour of German enterprises changed? Empirical evidence from German sectoral pricesStahn, Kerstin
2005 A new method for combining detrending techniques with application to business cycle sychchronization of the new EU membersDarvas, Zsolt / Vadas, Gábor
2006 Has the impact of key determinants of German exports changed? Results from estimations of Germany's intra euro-area and extra euro-area exportsStahn, Kerstin
2010 Fractional cointegration in US term spreadsCaporale, Guglielmo Maria / Gil-Alana, Luis A.

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